Normal distribution

probability density function

cumulative probability function

The normal distribution is a key distribution in the field of probability. It is also known as the Gaussian distribution, after mathematician Carl Gauss, and the bell curve. The normal probability density function (PDF) is

where  is the mean and  is the variance.

If  and , the distribution is called the standard normal distribution, often denoted by :

## See also[edit]

* Central limit theorem